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WROCŁAW UNIVERSITY
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Contents of PMS, Vol. 21, Fasc. 1,
pages 89 - 99
 

ON ESTIMATION IN THE MULTIPLICATIVE INTENSITY MODEL VIA HISTOGRAM SIEVE

Roman Różański
Adam Zagdański

Abstract: In the paper we consider the problem of estimating stochastic intensity of a point process from multiplicative intensity model using the method of sieves of Grenander [6]. Basic properties of the histogram sieve estimator including consistency and asymptotic normality are proved. Our approach extends results obtained in Leśkow and Różański [13].

1991 AMS Mathematics Subject Classification: Primary: -; Secondary: -;

Key words and phrases: Point processes, multiphcative intensity model, sieve method of estimation, histogram maximum likelihood estimator.

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